| Publication | Date of Publication | Type |
|---|
| Insight from the Kullback--Leibler divergence into adaptive importance sampling schemes for rare event analysis in high dimension | 2023-09-28 | Paper |
Singular perturbation for a two-class processor-sharing queue with impatience
Stochastic Models | 2023-08-10 | Paper |
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms
The Annals of Applied Probability | 2021-11-04 | Paper |
Induced idleness leads to deterministic heavy traffic limits for queue-based random-access algorithms
The Annals of Applied Probability | 2021-11-04 | Paper |
| Optimal projection to improve parametric importance sampling in high dimension | 2021-07-13 | Paper |
| Height and contour processes of Crump-Mode-Jagers forests (III): The binary, homogeneous universality class | 2021-04-15 | Paper |
Simultaneous estimation of complementary moment independent and reliability-oriented sensitivity measures
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
Mobility can drastically improve the heavy traffic performance from \(\frac{1}{1-\varrho}\) to \(\log(1/(1-\varrho))\)
Queueing Systems | 2020-11-08 | Paper |
Simultaneous estimation of complementary moment independent sensitivity measures for reliability analysis
(available as arXiv preprint) | 2019-11-06 | Paper |
Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class
Electronic Journal of Probability | 2019-06-20 | Paper |
Height and contour processes of Crump-Mode-Jagers forests. II: the Bellman-Harris universality class
Electronic Journal of Probability | 2019-06-20 | Paper |
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
Stochastic Systems | 2018-03-14 | Paper |
Scaling limit of a limit order book model via the regenerative characterization of Lévy trees
Stochastic Systems | 2018-03-14 | Paper |
| A variant of the recoil growth algorithm to generate multi-polymer systems | 2017-02-10 | Paper |
Tightness for processes with fixed points of discontinuities and applications in varying environment
Electronic Communications in Probability | 2016-12-21 | Paper |
State space collapse for critical multistage epidemics
Advances in Applied Probability | 2015-11-06 | Paper |
State space collapse for critical multistage epidemics
Advances in Applied Probability | 2015-11-06 | Paper |
On the scaling limits of Galton-Watson processes in varying environments
Electronic Journal of Probability | 2015-08-07 | Paper |
Asymptotic behavior of local times of compound Poisson processes with drift in the infinite variance case
Journal of Theoretical Probability | 2015-05-26 | Paper |
Lingering issues in distributed scheduling
Queueing Systems | 2014-11-25 | Paper |
Coupling limit order books and branching random walks
Journal of Applied Probability | 2014-10-15 | Paper |
Coupling limit order books and branching random walks
Journal of Applied Probability | 2014-10-15 | Paper |
The weak convergence of regenerative processes using some excursion path decompositions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
The weak convergence of regenerative processes using some excursion path decompositions
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2014-05-26 | Paper |
Scaling limits via excursion theory: interplay between Crump-Mode-Jagers branching processes and processor-sharing queues
The Annals of Applied Probability | 2014-01-17 | Paper |
Load balancing via random local search in closed and open systems
Queueing Systems | 2013-11-25 | Paper |
A performance analysis of channel fragmentation in dynamic spectrum access systems
Queueing Systems | 2013-11-25 | Paper |
A stochastic network with mobile users in heavy traffic
Queueing Systems | 2013-07-05 | Paper |
| On the scaling limits of Galton Watson processes in varying environment | 2011-12-12 | Paper |
Interacting branching processes and linear file-sharing networks
Advances in Applied Probability | 2010-11-26 | Paper |
Spatial homogenization in a stochastic network with mobility
The Annals of Applied Probability | 2010-03-08 | Paper |
Occupancy schemes associated to Yule processes
Advances in Applied Probability | 2009-07-22 | Paper |
